CVMC - Calvert US Mid-Cap Core Responsible Index ETF
Under typical market conditions, the fund commits at least 80% of its total investable assets—which include both net assets and any funds borrowed for investment—to the securities tracked by its benchmark index. This index is specifically constructed from the common shares of mid-capitalization companies, chosen because their business practices are in line with the Calvert Principles for Responsible Investment.
As of Jun 30, 2026: spot at $76.23, ATM IV 16.5%, net GEX $0.
- Sector
- Financial Services
- Industry
- Asset Management
- Market Cap
- $99.1M
- Beta
- 1.10
- 52-Week Range
- 60.435-76.35
- Dividend Yield
- $0.90
- IPO Date
- Feb 1, 2023
- Exchange
- AMEX
What CVMC Looks Like to Options Traders Today
IV rank of 5.8% is subdued relative to the 1-year history, conditions that typically favor premium-buying or long-volatility structures (debit spreads, calendar spreads, long straddles); positive net gamma exposure ($0) means dealers hedge against trend, damping realized volatility and biasing price toward heavy-OI strikes; the 25-delta skew (0.017) is roughly flat across the wings.
What This Page Covers
The CVMC overview links into per-metric analysis views: max pain, gamma exposure, volatility skew, expected move, options chain, open interest history, and aggregate Greeks. Microstructure data is available on short interest, short volume, fail-to-deliver, and market structure.
Frequently asked CVMC overview questions
- What is CVMC?
- CVMC is the ticker symbol for Calvert US Mid-Cap Core Responsible Index ETF, an listed exchange-traded fund. Under typical market conditions, the fund commits at least 80% of its total investable assets—which include both net assets and any funds borrowed for investment—to the securities tracked by its benchmark index. This index is specifically constructed from the common shares of mid-capitalization companies, chosen because their business practices are in line with the Calvert Principles for Responsible Investment. Listed on AMEX. CVMC is the ETF ticker shown on this page; ETF traders use the fund for diversified exposure to its underlying basket, for sector and factor rotation, and for hedging or replication strategies via the listed options chain.
- What does the CVMC options snapshot look like today?
- As of Jun 30, 2026, the CVMC options snapshot shows spot at $76.23, ATM IV 16.5%, IV rank 5.8%, net GEX $0, expected move 4.73%. The full options chain, Greeks by strike and expiration, per-strike open-interest distribution, dealer gamma and delta exposure, and the volatility skew surface are linked from this overview page. Each per-metric route refreshes once per trading session and reflects the most recent close-of-business listed-options state.
- What are CVMC's key statistics?
- Calvert US Mid-Cap Core Responsible Index ETF (CVMC) carries a market capitalization of $99.1M, 52-week range of 60.435-76.35. Full holdings disclosure, expense ratio, and tracking-error history live on the per-ticker fundamentals page or the sponsor's site; daily NAV and premium/discount-to-NAV are accessible from the same view. These structural inputs frame how the ETF options market prices implied volatility relative to its constituents.
- What sector or industry does CVMC belong to?
- Calvert US Mid-Cap Core Responsible Index ETF operates in the Financial Services sector, in the Asset Management industry. Sector classification affects how the ticker correlates with sector ETFs, how it reacts to macro factors like rate moves and commodity prices, and how its options pricing compares to sector peers. Compare CVMC's implied volatility and skew against sector benchmarks to gauge whether the options market is pricing single-name or systemic risk relative to the broader peer group.
- How current is the CVMC data on this page?
- The options snapshot above is dated Jun 30, 2026 and refreshes once per session, with all per-strike Greeks and exposure aggregates recomputed at the daily close. Fund-level fields (sponsor, expense ratio, holdings concentration where available) refresh from the vendor feed nightly. ETF-specific filings (N-CSR, N-PX, N-CEN) update on the SEC EDGAR cadence. FINRA microstructure data refreshes on the source's cadence; for ETFs the off-exchange volume signal is dominated by authorized-participant creation and redemption rather than directional flow.